+121.5%
FIX vs NVDL
+15.4%
+106.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.3% |
| 7D | +5.0% | -10.3% | +15.3% | +8.7% |
| 30D | -2.7% | -7.1% | +4.4% | -0.8% |
| 3M | -8.2% | +6.6% | -14.8% | -12.0% |
| 6M | +20.3% | +21.1% | -0.8% | +5.7% |
| YTD | +81.4% | +15.2% | +66.2% | +59.7% |
| 1Y | +121.5% | +18.8% | +102.7% | +87.0% |
| All | +121.5% | +15.4% | +106.1% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NVDL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling